# Items by Shardlow, Tony

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**8**.

## Book/s

Shardlow, T., 2014. *Introduction to Computational Stochastic PDEs. 1 ed.* USA: Cambridge University Press. (Cambridge Texts in Applied Mathematics)

## Articles

Mueller, E., Scheichl, R. and Shardlow, T., 2015. Forthcoming. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation. *Proceedings of the Royal Society A*, 471 (2176).

Alzubaidi, H. and Shardlow, T., 2014. Improved simulation techniques for first exit time of neural diffusion models. *Communications in Statistics - Simulation and Computation*, 43 (10), pp. 2508-2520.

Alzubaidi, H. and Shardlow, T., 2013. Interaction of waves in a one dimensional stochastic PDE model of excitable media. *Discrete and Continuous Dynamical Systems - Series B*, 18 (7), pp. 1735-1754.

Shardlow, T. and Kloeden, P., 2012. The Milstein scheme for stochastic delay differential equations without using anticipative calculus. *Stochastic Analysis and Applications*, 30 (2), pp. 181-202.

Kloeden, P., Lord, G., Neuenkirch, A. and Shardlow, T., 2011. The exponential integrator scheme for stochastic partial differential equations: pathwise error bounds. *Journal of Computational and Applied Mathematics*, 235 (5), 1245–1260.

Shardlow, T. and Mills, A., 2008. Analysis of the geodesic interpolating spline. *European Journal of Applied Mathematics*, 19 (5), pp. 519-539.

Buckwar, E., Kuske, R., Mohammed, S.-E. and Shardlow, T., 2008. Weak convergence of the Euler scheme for stochastic differential delay equations. *London Mathematical Society Journal of Computation and Mathematics*, 11, pp. 60-99.